Who hasn't read a small ad and wondered at the story behind it? The difference between most people and Miranda July is that most people stop at wondering; July, an artist, writer, performer and film-maker who creates work "about people trying to connect in one way or another and the importance of that", has moved from casual wondering to something substantive and extraordinary.

The book begins with July hopelessly stuck on the screenplay for The Future, her second feature film. She finds an ideal displacement activity in reading the PennySaver – a weekly classifieds booklet that might be uncharitably summarised as oddballs selling oddities. Her curiosity is first piqued by Michael, or rather his "large leather jacket, $10 or best offer". The jacket turns out to be unremarkable, but Michael, in his late 60s and undergoing a gender transformation, is anything but. It's after meeting and interviewing him that this exercise in procrastination becomes a rightful project in itself. She decides to meet and interview every willing PennySaver seller in her area, and this book is the result.

Their stories are weird, touching and, in the case of Ron ("exactly the kind of man you spend your whole life being careful not to end up in the apartment of"), unsettling. No less compelling than the characters themselves, though, is July's scrutiny of what she's doing. She interpolates photographs and transcripts of the conversations with her own reflections, and early on acknowledges that "it would require constant vigilance not to replace each person with my own fictional version of them".

What appears to be the opposite of a self-absorbed endeavour – what could be more radically naive and outward-looking than interviewing perfect strangers in their own homes? – in fact turns out to be strangely solipsistic. "All I ever really want to know is how other people are making it through life," July writes. The beauty of It Chooses You is that in trying to answer that question for herself, about other people, she answers it for us, about herself.